-5.2%
DASH vs VLO
+603.1%
-608.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.2% | 0.0% |
| 7D | +0.4% | -13.3% | +13.7% | +1.6% |
| 30D | -6.0% | -18.3% | +12.3% | -4.5% |
| 3M | -15.8% | +14.3% | -30.1% | -17.8% |
| 6M | +7.0% | +47.6% | -40.7% | +0.6% |
| YTD | -20.7% | +116.0% | -136.6% | -30.3% |
| 1Y | -8.5% | +101.0% | -109.6% | -18.7% |
| 3Y | +101.8% | +199.0% | -97.2% | +64.4% |
| 5Y | -9.6% | +419.0% | -428.6% | -32.0% |
| All | -5.2% | +603.1% | -608.3% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VLO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling